+210.4%
MGY vs LEN
+76.1%
+134.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | +3.5% | -4.8% | +8.3% | +4.8% |
| 30D | +5.3% | -6.6% | +11.8% | +7.0% |
| 3M | +2.6% | -15.7% | +18.3% | +6.6% |
| 6M | -3.3% | -16.6% | +13.4% | -0.1% |
| YTD | +29.2% | -21.3% | +50.6% | +35.0% |
| 1Y | +18.0% | -42.0% | +60.1% | +34.8% |
| 3Y | +30.0% | -27.9% | +57.9% | +34.3% |
| 5Y | +92.7% | -10.7% | +103.4% | +79.6% |
| All | +210.4% | +76.1% | +134.3% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling